Handbook of Markov decision processes. Methods and applications
Collections of articles of miscellaneous specific interest (00B15) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to operations research and mathematical programming (90-00) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)
The articles of this volume will be reviewed individually. Indexed articles: \textit{Feinberg, Eugene A.; Shwartz, Adam}, Introduction, 1-15 [Zbl 1014.90105] \textit{Kallenberg, Lodewijk}, Finite state and action MDPs, 21-87 [Zbl 1004.90063] \textit{Lewis, Mark E.; Puterman, Martin L.}, Bias optimality, 89-111 [Zbl 1014.90109] \textit{Avrachenkov, Konstantin E.; Filar, Jerzy; Haviv, Moshe}, Singular perturbations of Markov chains and decision processes, 113-150 [Zbl 1014.90108] \textit{Sennott, Linn I.}, Average reward optimization theory for denumerable state spaces, 153-172 [Zbl 1008.90068] \textit{Feinberg, Eugene A.}, Total reward criteria, 173-207 [Zbl 1014.90107] \textit{Feinberg, Eugene A.; Shwartz, Adam}, Mixed criteria, 209-230 [Zbl 1014.90106] \textit{Hordijk, Arie; Yushkevich, Alexander A.}, Blackwell optimality, 233-267 [Zbl 1024.90068] \textit{Makowski, Armand M.; Shwartz, Adam}, The Poisson equation for countable Markov chains: Probabilistic methods and interpretations, 269-303 [Zbl 1014.90111] \textit{Meyn, Sean P.}, Stability, performance evaluation, and optimization, 305-346 [Zbl 1003.90041] \textit{Borkar, Vivek S.}, Convex analytic methods in Markov decision processes, 341-375 [Zbl 1003.90048] \textit{Hernández-Lerma, Onésimo; Lasserre, Jean B.}, The linear programming approach, 377-407 [Zbl 1038.90051] \textit{Dubins, Lester E.; Maitra, Ashok P.; Sudderth, William D.}, Invariant gambling problems and Markov decision processes, 409-428 [Zbl 1014.90112] \textit{van Roy, Benjamin}, Neuro-dynamic programming: Overview and recent trends, 431-459 [Zbl 1014.90104] \textit{Schäl, Manfred}, Markov decision processes in finance and dynamic options, 461-487 [Zbl 1133.90416] \textit{Altman, Eitan}, Applications of Markov decision processes in communication networks, 489-536 [Zbl 1003.90049] \textit{Lamond, Bernard F.; Boukhtouta, Abdeslem}, Water reservoir applications of Markov decision processes, 537-558 [Zbl 1003.90051]
- Bias optimality for multichain continuous-time Markov decision processes
- An incremental off-policy search in a model-free Markov decision process using a single sample path
- Computation of weighted sums of rewards for concurrent MDPs
- Variance minimization of parameterized Markov decision processes
- Generalised discounting in dynamic programming with unbounded returns
- A mean-variance optimization problem for discounted Markov decision processes
- Optimal balanced control for call centers
- A projected primal-dual gradient optimal control method for deep reinforcement learning
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
- Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs
- On the optimality equation for average cost Markov decision processes and its validity for inventory control
- Bounds for synchronizing Markov decision processes
- Bias optimality of admission control in a non-stationary repairable queue
- Dynamic optimization over infinite-time horizon: web-building strategy in an orb-weaving spider as a case study
- Stochastic dynamic programming with non-linear discounting
- Robust Markov perfect equilibria
- Optimality of admission control in a repairable queue
- Dynamic dispatching and preventive maintenance for parallel machines with dispatching-dependent deterioration
- Reachability analysis of uncertain systems using bounded-parameter Markov decision processes
- Redundant data transmission in control/estimation over lossy networks
- Optimization of Markov decision processes under the variance criterion
- Optimization of a special case of continuous-time Markov decision processes with compact action set
- On the terminal condition for the Bellman equation for dynamic optimization with an infinite horizon
- Exact finite approximations of average-cost countable Markov decision processes
- Computational bounds for elevator control policies by large scale linear programming
- PageRank optimization by edge selection
- A Markovian approach for optimizing highway life-cycle with genetic algorithms by considering maintenance of roadside appurtenances
- An axiomatic approach to Markov decision processes
- Recursive Markov decision processes and recursive stochastic games
- Computational methods for risk-averse undiscounted transient Markov models
- QUASY: quantitative synthesis tool
- Algorithms for optimal control of stochastic switching systems
- An overview for Markov decision processes in queues and networks
- Continue, quit, restart probability model
- scientific article; zbMATH DE number 3873074 (Why is no real title available?)
- A model for equilibrium in some service-provider user-set interactions
- A mixed value and policy iteration method for stochastic control with universally measurable policies
- Semi-Infinite Weighted Markov Decision Processes
- Parameterized Markov decision process and its application to service rate control
- Optimality of admission control in an M/M/1/N queue with varying services
- On linear programming for constrained and unconstrained average-cost Markov decision processes with countable action spaces and strictly unbounded costs
- Polynomial time algorithms for branching Markov decision processes and probabilistic min(max) polynomial Bellman equations
- Quantitative model-checking of controlled discrete-time Markov processes
- Measuring the confinement of probabilistic systems
- Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
- Markov decision processes with burstiness constraints
- Model-based preference quantification
- A note on the existence of optimal stationary policies for average Markov decision processes with countable states
- A Markovian model for the spread of the SARS-CoV-2 virus
- Stochastic control via direct comparison
- PAC Statistical Model Checking of Mean Payoff in Discrete- and Continuous-Time MDP
- Stochastic decision Petri nets
- The relationships between discounted and average criteria of stochastic games with prospect theory
- Controlled stochastic systems
- Markov decision processes approximation with coupled dynamics via Markov deterministic control systems
- Discounted fully probabilistic design of decision rules
- Some applied problems of the theory of controlled random processes
- Multi-objective -regular reinforcement learning
- On maximizing probabilities for over-performing a target for Markov decision processes
- Tax evasion: models with self-audit
- The value problem for multiple-environment MDPs with parity objective
- On essential information in sequential decision processes
- Reachability in recursive Markov decision processes
- Sensitivity analysis and optimal ultimately stationary deterministic policies in some constrained discounted cost models
- A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder)
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